A Representation of Vector Autoregressive Processes Integrated of Order 2.

119 Citations (Scopus)

Abstract

Matematisk statistik

@article{56c353b074d111dbbee902004c4f4f50,

title = "A Representation of Vector Autoregressive Processes Integrated of Order 2.",

abstract = "Matematisk statistik",

author = "S{\o}ren Johansen",

year = "1992",

language = "English",

volume = "8",

pages = "188--202",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

}